Jiangxi Hengda Market Risk Adjusted Performance
| 002591 Stock | | | 7.13 -0.29 -3.91% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Jiangxi Hengda Hi Tech are shown here. Values are derived from historical price and volume observations. Jiangxi Hengda has a market cap of 2.33 B, operating margin of -6.48%, ROE of -4.14%. Allocation context is available in
Trending Equities. The portfolio view reflects current allocation structure. The data reflects holdings as of the most recent update. The allocation includes a position in Jiangxi Hengda Hi Tech. It is distributed across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Jiangxi Hengda Hi Tech has current Market Risk Adjusted Performance of 5.09.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 5.09 | |
| ER[a] | = | Expected return on investing in Jiangxi Hengda |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Jiangxi Hengda Hi Tech ranks first in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
3.94 of Maximum Drawdown per Market Risk Adjusted Performance. At
3.94 , Jiangxi Hengda Hi Tech's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators